Yeah, I can see that. I mean, they're themselves. She's him and he's her. They know each other better than anyone else possibly could. Accounting for the necessary differences between men and women, they're exactly alike. What makes him sad makes her sad. What makes her happy makes him happy. They'd watch each others' backs, be each others' greatest allies, stand up for each other when everyone else puts the other one down--which, going by some of Adventure Time's seasons, would happen a lot. And they wouldn't have to explain anything to each other, since they'd both already know.
Fuck, I always said one thing I didn't want was a Finn/Fionna crossover, but I want it now.